+195.5%
AMGN vs TSEM
+1,313.0%
-1,117.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | -13.7% | -4.9% | -8.8% | -13.3% |
| 30D | -8.8% | -18.7% | +9.9% | -7.2% |
| 3M | +7.2% | -18.1% | +25.3% | +7.8% |
| 6M | +1.3% | +77.1% | -75.8% | -8.1% |
| YTD | +17.6% | +80.1% | -62.5% | +5.9% |
| 1Y | +37.2% | +220.4% | -183.2% | +14.0% |
| 3Y | +57.7% | +650.1% | -592.3% | +13.3% |
| 5Y | +106.3% | +628.9% | -522.6% | +44.3% |
| All | +195.5% | +1,313.0% | -1,117.4% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling